CME Canadian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 09-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2024 |
09-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7277 |
0.7290 |
0.0013 |
0.2% |
0.7218 |
| High |
0.7294 |
0.7298 |
0.0004 |
0.1% |
0.7298 |
| Low |
0.7273 |
0.7270 |
-0.0004 |
0.0% |
0.7179 |
| Close |
0.7291 |
0.7290 |
-0.0001 |
0.0% |
0.7290 |
| Range |
0.0021 |
0.0029 |
0.0008 |
35.7% |
0.0119 |
| ATR |
0.0033 |
0.0033 |
0.0000 |
-1.0% |
0.0000 |
| Volume |
80,998 |
61,211 |
-19,787 |
-24.4% |
498,537 |
|
| Daily Pivots for day following 09-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7371 |
0.7359 |
0.7306 |
|
| R3 |
0.7343 |
0.7331 |
0.7298 |
|
| R2 |
0.7314 |
0.7314 |
0.7295 |
|
| R1 |
0.7302 |
0.7302 |
0.7293 |
0.7308 |
| PP |
0.7286 |
0.7286 |
0.7286 |
0.7289 |
| S1 |
0.7274 |
0.7274 |
0.7287 |
0.7280 |
| S2 |
0.7257 |
0.7257 |
0.7285 |
|
| S3 |
0.7229 |
0.7245 |
0.7282 |
|
| S4 |
0.7200 |
0.7217 |
0.7274 |
|
|
| Weekly Pivots for week ending 09-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7613 |
0.7570 |
0.7355 |
|
| R3 |
0.7494 |
0.7451 |
0.7323 |
|
| R2 |
0.7375 |
0.7375 |
0.7312 |
|
| R1 |
0.7332 |
0.7332 |
0.7301 |
0.7354 |
| PP |
0.7256 |
0.7256 |
0.7256 |
0.7266 |
| S1 |
0.7213 |
0.7213 |
0.7279 |
0.7235 |
| S2 |
0.7137 |
0.7137 |
0.7268 |
|
| S3 |
0.7018 |
0.7094 |
0.7257 |
|
| S4 |
0.6899 |
0.6975 |
0.7225 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7298 |
0.7179 |
0.0119 |
1.6% |
0.0043 |
0.6% |
93% |
True |
False |
99,707 |
| 10 |
0.7298 |
0.7179 |
0.0119 |
1.6% |
0.0038 |
0.5% |
93% |
True |
False |
98,314 |
| 20 |
0.7349 |
0.7179 |
0.0170 |
2.3% |
0.0032 |
0.4% |
65% |
False |
False |
91,351 |
| 40 |
0.7392 |
0.7179 |
0.0213 |
2.9% |
0.0030 |
0.4% |
52% |
False |
False |
96,269 |
| 60 |
0.7392 |
0.7179 |
0.0213 |
2.9% |
0.0031 |
0.4% |
52% |
False |
False |
68,910 |
| 80 |
0.7392 |
0.7179 |
0.0213 |
2.9% |
0.0032 |
0.4% |
52% |
False |
False |
51,781 |
| 100 |
0.7446 |
0.7179 |
0.0267 |
3.7% |
0.0033 |
0.4% |
42% |
False |
False |
41,494 |
| 120 |
0.7464 |
0.7179 |
0.0285 |
3.9% |
0.0029 |
0.4% |
39% |
False |
False |
34,596 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7419 |
|
2.618 |
0.7373 |
|
1.618 |
0.7344 |
|
1.000 |
0.7327 |
|
0.618 |
0.7316 |
|
HIGH |
0.7298 |
|
0.618 |
0.7287 |
|
0.500 |
0.7284 |
|
0.382 |
0.7280 |
|
LOW |
0.7270 |
|
0.618 |
0.7252 |
|
1.000 |
0.7241 |
|
1.618 |
0.7223 |
|
2.618 |
0.7195 |
|
4.250 |
0.7148 |
|
|
| Fisher Pivots for day following 09-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7288 |
0.7286 |
| PP |
0.7286 |
0.7283 |
| S1 |
0.7284 |
0.7279 |
|